The U.S. Treasury term structure and the distribution of real GDP growth
Year of publication: |
2021
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Authors: | Durham, J. Benson |
Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 19.2021, 4, p. 58-78
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Subject: | Yield curve | economic growth | forecast densities | term premiums | quantile regressions | spectral analysis | Zinsstruktur | Wirtschaftswachstum | Economic growth | USA | United States | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Nationaleinkommen | National income | Staatspapier | Government securities | Regressionsanalyse | Regression analysis | Bruttoinlandsprodukt | Gross domestic product |
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